+793.0%
COHR vs THC
+250.7%
+542.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | -10.8% | +1.5% | -12.3% | -11.1% |
| 3M | -17.4% | +59.9% | -77.3% | -26.8% |
| 6M | +12.5% | +11.0% | +1.5% | +10.5% |
| YTD | +58.8% | +32.6% | +26.3% | +46.2% |
| 1Y | +183.3% | +37.4% | +145.9% | +154.9% |
| All | +793.0% | +250.7% | +542.3% | +494.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling